Well, this is kind of a linear algebra question, but is used very often in statistics, so it seems applicable for this forum.
My question is, does anyone have any resources for computing the eigenvectors of large matrices given the eigenvalues? It seems pretty straightforward for small (2x2, 3x3) matrices, but I need to be able to compute it for very large matrices. I'm just looking for somewhere to get started. Most sites that I have seen just discuss how to calculate the small matrix version and then say it is possible to do for large matrices, but you have to resort to a numerical approach(which is fine, but I can't find a lot of information on numerical approaches, other than the power method which only yields the dominant vector).
Thanks in advance
Joe
My question is, does anyone have any resources for computing the eigenvectors of large matrices given the eigenvalues? It seems pretty straightforward for small (2x2, 3x3) matrices, but I need to be able to compute it for very large matrices. I'm just looking for somewhere to get started. Most sites that I have seen just discuss how to calculate the small matrix version and then say it is possible to do for large matrices, but you have to resort to a numerical approach(which is fine, but I can't find a lot of information on numerical approaches, other than the power method which only yields the dominant vector).
Thanks in advance
Joe